public void ExpandCurrentPopulation_OneNodeAndPopulationLengthOfTen_LengthTenPopulationWithExactValues()
{
var crf = new ChangeRatioFinder();
var result = crf.GetMaximumChangeRatios(_trainingSet);
var search = new BeamLikeSearch();
var population = new double[1][]
{
_node
};
var current = search.ExpandCurrentPopulation(population, 10, result.Down, result.Up);
Assert.AreEqual(1406.22, Math.Round(current[0][3], 2));
Assert.AreEqual(1410.76, Math.Round(current[1][3], 2));
Assert.AreEqual(1415.31, Math.Round(current[2][3], 2));
Assert.AreEqual(1419.85, Math.Round(current[3][3], 2));
Assert.AreEqual(1424.40, Math.Round(current[4][3], 2));
Assert.AreEqual(1428.94, Math.Round(current[5][3], 2));
Assert.AreEqual(1433.49, Math.Round(current[6][3], 2));
Assert.AreEqual(1438.04, Math.Round(current[7][3], 2));
Assert.AreEqual(1442.58, Math.Round(current[8][3], 2));
Assert.AreEqual(1447.13, Math.Round(current[9][3], 2));
}
public void Search_OneNodeAndKis3AndNis10_3Nodes()
{
var util = new TestDataUtils();
var crf = new ChangeRatioFinder();
var search = new BeamLikeSearch();
var series = util.GetSvcData(util.FTSEFilePath, new DateTime(2010, 12, 18), new DateTime(2011, 12, 18));
var ratios = crf.GetMaximumChangeRatios(series);
var population = new double[1][]
{
series[series.Length]
};
var k = 3;
var n = 10;
var numberOfIterations = 10;
var model = (HiddenMarkovModelMixtureDistribution)HiddenMarkovModelFactory.GetModel(new ModelCreationParameters <Mixture <IMultivariateDistribution> >()
{
NumberOfComponents = _NumberOfComponents, NumberOfStates = _NumberOfStates
});
model.Normalized = true;
model.Train(series, _NumberOfIterations, _LikelihoodTolerance);
var result = search.Search(population, k, n, numberOfIterations, ratios, model);
Assert.IsNull(result);
}
public void ExpandCurrentPopulation_OneNodeAndPopulationLengthOfTen_LengthTenPopulation()
{
var crf = new ChangeRatioFinder();
var result = crf.GetMaximumChangeRatios(_trainingSet);
var search = new BeamLikeSearch();
var population = new double[1][]
{
_node
};
var current = search.ExpandCurrentPopulation(population, 10, result.Down, result.Up);
Assert.AreEqual(10, current.Length);
}